Years ago a Jewish woman told me that her husband (not Jewish) was more of a visual than an auditory learner so she asked, did I have any suggestions for films that he could watch to learn about Judaism. The answer is YES! There are sooo many movies that help someone new to Judaism to deepen their knowledge of Judaism. The most common film people think of is Fiddler on the Roof. Yes, it's a lovely film, but it doesn't really give a full picture. The film was released in 1971 and so much has come out since then, and honestly, even before then. Sure, you can start with Fiddler, but don't stop there.
There's a nice website, Rabbi at the Movies, that lists a number of Jewish films with a review by a rabbi. It will expand your options.
But let me list a number of useful films in no particular order. Do please share your favorite films in the comments.
The Chosen, 1981
Yentl, 1983
The Frisco Kid, 1979
The Wedding Plan, 2016
The Women's Balcony, 2016
No Place on Earth, 2013
My Mexican Shiva, 2007
Phoenix, 2014
Persona Non Grata, 2016
Yoo Hoo Mrs. Goldberg, 2009
Rashevski's Tango, 2003
This list should get you started in many directions! Just keep going.